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subject:"CAPM"
subject:"USA"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
~subject:"Panel"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Estimation
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Estimation theory
137
Schätztheorie
137
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48
Time series analysis
33
Zeitreihenanalyse
33
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24
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24
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Ahn, Seung Chan
2
Kim, Chang-Jin
2
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2
Nelson, Charles R.
2
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2
Tsionas, Efthymios G.
2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of empirical finance
Journal of econometrics
391
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Economics letters
198
Econometric reviews
122
CEMMAP working papers / Centre for Microdata Methods and Practice
80
Discussion paper series / IZA
75
Applied economics letters
73
NBER working paper series
71
Discussion paper / Tinbergen Institute
68
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68
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
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57
Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
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IZA Discussion Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CREATES research paper
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Quantitative economics : QE ; journal of the Econometric Society
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Journal of banking & finance
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International journal of forecasting
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European journal of operational research : EJOR
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Computational economics
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Oxford bulletin of economics and statistics
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Cambridge working papers in economics
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American journal of agricultural economics
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ECONIS (ZBW)
69
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1
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
2
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
3
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
Saved in:
4
When to use matching and weighting or regression in instrumental variable estimation? : evidence from college proximity and returns to college
Tübbicke, Stefan
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2979-2999
Persistent link: https://www.econbiz.de/10014389008
Saved in:
5
Kernel-based time-varying IV estimation : handle with care
Lucchetti, Riccardo
;
Valentini, Francesco
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 3001-3026
Persistent link: https://www.econbiz.de/10014389013
Saved in:
6
Assessing the consistency of the fixed-effects estimator : a regression-based Wald test
Spierdijk, Laura
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1599-1630
Persistent link: https://www.econbiz.de/10014253710
Saved in:
7
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
Saved in:
8
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
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9
Regime-switching empirical similarity model : a comparison with baseline models
Bahromov, Jamol
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2655-2674
Persistent link: https://www.econbiz.de/10013440509
Saved in:
10
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
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